+101.7%
IRM vs SCCO
+177.0%
-75.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.1% |
| 7D | -1.4% | -2.7% | +1.2% | -1.0% |
| 30D | -7.4% | -0.7% | -6.7% | -7.5% |
| 3M | -7.4% | +8.1% | -15.4% | -9.4% |
| 6M | +8.7% | +4.1% | +4.6% | +6.3% |
| YTD | +40.9% | +41.1% | -0.2% | +27.6% |
| 1Y | +20.5% | +95.6% | -75.0% | +1.2% |
| 3Y | +101.7% | +179.3% | -77.5% | +48.0% |
| All | +101.7% | +177.0% | -75.3% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling